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AcomeA Paesi Emergenti A1 (IT0001394284.MI)

6.74 Down 0.04(0.59%) Sep 12

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up8
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2005):47.15%
Worst 1 Yr Total Return(Dec 30, 2008):-53.20%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-0.05-0.56
Beta (against Standard Index)0.950.98
Mean Annual Return0.470.44
R-squared (against Standard Index)86.3193.51
Standard Deviation19.2618.95
Sharpe Ratio0.290.28
Treynor Ratio4.003.84
5 Years
Alpha (against Standard Index)-0.07-1.01
Beta (against Standard Index)0.930.99
Mean Annual Return0.720.69
R-squared (against Standard Index)89.6693.92
Standard Deviation18.2718.96
Sharpe Ratio0.470.44
Treynor Ratio7.626.84
10 Years
Alpha (against Standard Index)-3.19-1.29
Beta (against Standard Index)0.920.99
Mean Annual Return0.841.08
R-squared (against Standard Index)92.8595.73
Standard Deviation22.5223.91
Sharpe Ratio0.380.48
Treynor Ratio6.789.14